+479.1%
JPM vs CI
+147.8%
+331.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.9% |
| 7D | +1.2% | +2.6% | -1.4% | +0.3% |
| 30D | +2.7% | +7.3% | -4.6% | +0.2% |
| 3M | -4.5% | +9.5% | -13.9% | -7.6% |
| 6M | +14.3% | +6.4% | +7.9% | +11.0% |
| YTD | +8.2% | +12.0% | -3.8% | +2.9% |
| 1Y | +10.0% | +20.1% | -10.1% | +1.9% |
| 3Y | +149.0% | +9.6% | +139.4% | +125.6% |
| 5Y | +131.0% | +52.7% | +78.3% | +75.2% |
| 10Y | +479.1% | +150.3% | +328.8% | +257.0% |
| All | +479.1% | +147.8% | +331.2% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling